plot.error {randomSurvivalForest}R Documentation

Plot Error Rate and Variable Importance

Description

Plot the out-of-bag (OOB) error rates for the ensemble CHF. Also plot variable importance (VIMP) for predictors. This is the default plot method for the package.

Usage

    plot.error(x, sorted = TRUE, ...)
    plot.rsf(x, sorted = TRUE, ...)

Arguments

x

An object of class (rsf, grow) or (rsf, predict).

sorted

Should variables be sorted by importance values?

...

Further arguments passed to or from other methods.

Details

Plot of OOB error rate, with the bth value being the error rate for the ensemble computed using the first b trees. Error rate is 1-C, where C is Harrell's concordance index. Rates given are between 0 and 1, with 0.5 representing the benchmark value of a procedure based on random guessing. A value of 0 is perfect.

Plots VIMP for the x-predictors and prints these values using a matrix with up to 3 columns. The first column is VIMP, the second column is standardized VIMP (divided by the maximum importance value), the third column is predictorWt (this is only printed if its values are distinct).

For competing risks, error rates and VIMPs are given for the ensemble CHF and for the ensemble conditional CHF for each event type. For more details see Ishwaran et al. (2010).

Author(s)

Hemant Ishwaran hemant.ishwaran@gmail.com

Udaya B. Kogalur kogalurshear@gmail.com

References

Ishwaran H., Kogalur U.B., Blackstone E.H. and Lauer M.S. (2008). Random survival forests, Ann. App. Statist., 2:841-860.

Ishwaran H., Kogalur U.B., Moore R.D., Gange S.J. and Lau B.M. (2010). Random survival forests for competing risks.

Breiman L. (2001). Random forests, Machine Learning, 45:5-32.

Harrell F.E. et al. (1982). Evaluating the yield of medical tests, J. Amer. Med. Assoc., 247, 2543-2546.

See Also

rsf, predict.rsf.

Examples

## Not run: 
  data(veteran, package = "randomSurvivalForest") 
  v.out <- rsf(Surv(time, status) ~ ., veteran, ntree = 1000, nsplit = 3)
  plot.error(v.out)

## End(Not run)

[Package randomSurvivalForest version 3.6.3 Index]